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Hughes B.D. — Random walks and random enviroments (Vol. 1. Random walks)
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Название: Random walks and random enviroments (Vol. 1. Random walks)
Автор: Hughes B.D.
Аннотация: Volume 1 can be read without reference to Volume 2. In Volume 1, I expect of the reader only a modest facility in classical analysis, including the theory of functions of a complex variable up to contour integration. Those elements of probability theory which are needed are introduced in Chapter 1 of Volume 1, so that although an acquaintance with elementary
probability theory is helpful, it is not essential. Appendices to Volume 1 supply useful results involving special functions and some mathematical techniques which are useful in the study of random walks. Drawing only on Volume 1, a short course on the classical theory of random walks and their applications may be based on the core material of Chapter 1, §2.1- §2.2 of Chapter 2, and Chapters 3, 4, and 6, with a more substantial course drawing on some of Chapter 5, and additional material from Chapter 2. Chapters 1 and 7 are the basis of a course on the self-avoiding walk.
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Рубрика: Математика /
Статус предметного указателя: Готов указатель с номерами страниц
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Год издания: 1995
Количество страниц: 631
Добавлена в каталог: 13.10.2005
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Предметный указатель
'Good' solvent 416
Abel's means, summation by 216
Absolutely continuous function 34
Absorbing boundary, continuum diffusion 228
Absorbing boundary, one-dimensional random walk 113
Alexander — Orbach scaling law 317 336
Allowed step 139
Amplitude function, self-avoiding walks and polygons 485
Amplitude function, structure function of Weierstrass random walk 214
Analytic continuation of spin dimension in n-vector model 535
Analytic continuation, familiarity assumed 569
Analytic continuation, precluded 218
Analytical chaos 5
Appell's function of fourth kind 583
Appell's Theorem 582
Asymptotic expansion 589
Attractive fixed point 518
Autocorrelation time in Monte Carlo simulation of self-avoiding walk walk 465
Average value 36
Bachelier's chain equation 207
Bachelier's equation 209
Backbone of a self-avoiding walk 431
Backward equations 251 280
Bailey's theorem 583
Bernoulli numbers 573
Bernoulli's theorem 54
Berretti — Sokal algorithm 466
Bessel function of imaginary argument 579
Bessel Function, First Kind 577—578
Bessel function, integrals involving 580—581
Bessel function, modified 579
beta function 572
Bethe lattice, correlated walk on 179
Bethe lattice, effectively infinite-dimensional 23
Bethe lattice, introduced 22
Bethe lattice, Polya walk on 113
Bipartite lattice, random walk on 336
Body-centred cubic lattice, Green function evaluated 605
Body-centred cubic lattice, return probability 153
Body-centred cubic lattice, structure function for 140
Boltzmann distribution 229 390
Boltzmann's constant 390
Bond Green function 303
Bond of a lattice 19
Bond percolation threshold 307
Bond-to-site transformation 496
Box dimension 15
Bravais lattice, defined 22
Bravais lattice, random walk on 136
bridges 429 436 445
Brillouin zone, first 137
Brownian motion 1 8 14 48 189
Brownian motion, generating self-affine set 17
Bubble diagram 446
Cacti, defined 25
Cacti, random walk on 179
Cantor (ternary) set 7
Cardinality of random walk see "Number of distinct sites visited"
Catalan's constant 508
Cauchy density in winding angle problem 79
Cauchy density, defined 37
Cauchy density, example of stable density 198
Cauchy density, Fourier transform of 42
Cayley tree see "Bethe lattice"
Cellular automata 5
Central Limit Theorem, analogue for 359
Central Limit Theorem, Bernoulli's precursor of 54
Central Limit Theorem, Gram — Charlier refinements of 65 71
Central Limit Theorem, illustrated for one-dimensional Polya walk 64
Central Limit Theorem, introduced and stated 42—43
Central Limit Theorem, produces Gaussian density 189
Central Limit Theorem, sharp versions 197
Central Limit Theorem, three-dimensional version 91
Central Limit Theorem, two-dimensional version 70
Centre of mass of random walk 96
Chain equation 209
Chapman — Kolmogorov equation 207 209
Characteristic function 40
Chebyshev's inequality, stated and proved 44
Chebyshev's inequality, used 343
Clausen's Theorem, proved 582
Clausen's Theorem, stated 581
Clausen's Theorem, used 606
Coherent potential approximation 300
Collapse transition 515
Compact exploration 390
Compass dimension 15
Complementary events 31
Complete elliptic integral, an integral leading to 575
Complete elliptic integral, defined 575
Complete elliptic integral, evaluated via gamma functions 576—577
Complete elliptic integral, notational dangers 575
Complete elliptic integral, series expansion via Mellin transforms 592—593
Complete elliptic integral, series for 576
Complete elliptic integral, transformation of 576
Complete self-avoiding walks 507
Conditional mean first-passage time 126
Conditional probability 31
Conformal invariance 545
Connective constant for self-avoiding polygon 440
Connective constant for self-avoiding trail 495
Connective constant for self-avoiding walk 423
Connective constant, 'exact' for honeycomb lattice 426 428 436 481 544
Connective constant, estimates for dimension 4 490
Connective constant, estimates for three dimensions 483
Connective constant, estimates for two dimensions 482
Connective constant, inequalities for 426—436
Continuous-time random walk, analogue of Polya's Theorem 253
Continuous-time random walk, analysed by renormalization in one dimension 311
Continuous-time random walk, analysed by renormalization on Sierpinski lattice 314
Continuous-time random walk, analysed by renormalization on square lattice 313
Continuous-time random walk, diffusive 268
Continuous-time random walk, Montroll — Weiss model 243
Continuous-time random walk, Scher — Lax model 244 278—283
Continuous-time random walk, separable 244
Continuous-time random walk, subdiffusive 268
Continuous-time random walk, superdiffusive 268
Continuum double diffusion 225
Continuum resistance dimension 234
Convective diffusion equation 229
Convergence in probability 45
Convex function 45
Convex polygons (self-avoiding) 510
Convolution theorem for Fourier transform 40
Convolution theorem for Laplace transform 44
Convolution theorem for Mellin transform 591
Coordination number 20
Correction-to-scaling exponent 470
Correlated random walk 179
Correlation length for n-vector model, defined 528
Correlation length for n-vector model, exponents for 529
Countable 9
Covering lattice in Kasteleyn's walk problem 507
Covering lattice, defined 496
Covering lattice, significance in trail problem 496
Creeper, asymptotic behaviour 288
Creeper, defined 287
Creeper, model for turbulent dispersion 289
Critical amplitudes for self-avoiding walk 486
Critical exponent, n-vector model 525 527 529
Critical exponent, number of self-avoiding polygons 444
Critical exponent, number of self-avoiding trails 496
Critical exponent, number of self-avoiding walks 426
Critical exponent, structure function of Weierstrass random walk 213
Critical exponent, superdiffusive motion 199
Critical point in magnetic model 221
Critical point in method of steepest descent 100
Critical temperature in mean field treatment of magnetic model 533
Critical temperature in n-vector model 524
Cumulant generating function 374
Cumulants 373
Cumulative distribution function 33
Darboux's Theorem, stated 118
Darboux's Theorem, used 337 339 341 475
Debye's method 98
Decimated lattice 309
Decimated site 309
Decimation in renormalization analysis of random walk 309
Defective site in random walk 165
Delta function, Dirac's 9 28 33
Delta function, one-sided 33
Density of states, integrated 28 422
Density of states, vibrational 422
Denumerable 9
Detailed balance condition, generalized master equation 292
Detailed balance condition, master equation 290
Detailed balance condition, self-avoiding walk simulation 467
Deterministic chaos 5
Deterministic fractal 14
Devil's staircase 34
Dhar's formula 335
Diagmma function 572
Diamond lattice, Green function for 609
Diamond lattice, return probability 153
Dielectric constant, frequency-dependent complex 259
Dielectric constant, static 259
Diffusion constant for one-dimensional continuous-time random walk 268
Diffusion constant in diffusion equation 191
Diffusion equation with constant drift 191
Diffusion equation, derived in Fourier transform space 194—196
Diffusion equation, derived in real space 190—191
Diffusion equation, first-passage times 193
Diffusion equation, solved by Fourier transforms 191—193
Diffusion resistance 233
Diffusion-limited aggregation 398
Diffusive behaviour, loosely defined 284
Diffusive random walk 268
Dimension of a lattice 20
Dimension, based on resistance 233
Dimension, box 15
Dimension, compass 15
Dimension, continuum harmonic 234
Dimension, continuum resistance 234
Dimension, divider 15
Dimension, effective for random walk 157
Dimension, first-passage time 231 319
Dimension, fractal 13 210 336
Dimension, fractal, of a lattice 27
Dimension, fractal, of a self-avoiding walk 420—421
Dimension, fracton 30 317 336
Dimension, gap 17
Dimension, harmonic 29 30 335
Dimension, Hausdorff — Besicovitch 8 210 421
Dimension, intuitive 6
Dimension, local fractal 421
Dimension, mass 15 421
Dimension, reservations about terminology 9
Dimension, scaling 10
Dimension, scaling of a lattice 27
Dimension, spectral 30 336
Dimension, topological 7
Dimension, upper critical 422 534 541
Dimensional multiplicity 16
Dimensionally discordant set 13
Dimer problem 507
Dirac delta function 9 28 33
Directed lattices 20
Directed self-avoiding walks 491
Discrete Fourier Transform 40
Discrete Tauberian Theorem, analogue for Fourier series 160
Discrete Tauberian Theorem, misleading idea of accuracy 338
Discrete Tauberian Theorem, stated 118
Discrete Tauberian Theorem, used 128 130 141 334—336 338 340 355 362 368 474 490 539 601 603
Dispersion, relation 28
Dispersion, relative 271
Distribution function 33
Divider dimension 15
Domb — Joyce model 395
Double diffusion 225
Drag coefficient 229
Drunkard 1
Duplication formula 570
Dvoretzky — Erdos Lemma 332
Dyadic see "Tensor"
Dyadic, use of boldface symbol 117
Effective dimension of a random walk 157
Effective medium approximation, basic formalism 300—304
Effective medium approximation, history 300
Effective medium approximation, single bond 304—308
Eigenfunction in lattice vibrations 134
Eigenfunction of operator 230 386
Eigenvalue in renormalization 221
Eigenvalue of operator 231
Eigenvalue of tensor A 143 355
Einstein — Smoluchowski relation for continuum diffusion 230
Enumeration techniques for self-avoiding walk see "Series expansions"
Equilibrium configurations 391
Ergodicity of Monte Carlo algorithms 465
Euclidean space 6
Euler transformation 476
Euler walks 507
Euler's constant 570 573
Events, complementary 31
Events, independent 31
Events, introduced 30
Events, mutually exclusive 31
Excluded volume problem, defect of random flight model 98
Excluded volume problem, self-avoiding walk model 414
Expectation 36
Expected value 36
Face-centred cubic lattice, Green function evaluated 607
Face-centred cubic lattice, return probability 153
Face-centred cubic lattice, structure function for 140
Fick's law 228
Finitely ramified 514
First Brillouin zone 28 137
First-passage time density for continuous-time random walk 252
First-passage time density for diffusion equation 193
First-passage time dimension for continuum diffusion 231
First-passage time for diffusion equation 193
First-passage time for lattice walk 120
Fisher — Flory formula 451
Fisher's Lemma 455
Fixed point of an iterated mapping 518
Flory, P.J. 415
Fluctuation-dissipation theorem, 'proved' 528
Fluctuation-dissipation theorem, used 530
Forbidden site 168
Forward equations 251 280
Fourier sine transform 87 93
Fourier transform and moments 41
Fourier transform, defined 39
Fourier transform, discrete 40
Fourier — Bessel series, applied to Pearson's walk 72
Fourier — Bessel series, properties 578
Fractal dimension 336
Fractal dimension of Brownian motion trail 48 210
Fractal dimension of random walk trail 210
Fractal dimension of Weierstrass random walk trail 212
Fractal dimension, synonymous with Hausdorff — Besicovitch or scaling 13
Fractal lattice 25
Fractal sets 13
Fractal time 246—247
Fractals 13
Fracton dimension 30 317 336
Free energy of n-vector model 523
Free group 23
Gamma density, infinitely divisible but not stable 209
Gamma density, sum of random variables with exponential density 246
Gamma function, defined 569
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